+265.9%
IONQ vs ULTA
+96.4%
+169.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.6% |
| 7D | +0.8% | +9.0% | -8.2% | -4.2% |
| 30D | -1.0% | +4.6% | -5.6% | -3.9% |
| 3M | -39.8% | +22.0% | -61.8% | -47.4% |
| 6M | +6.4% | -14.7% | +21.1% | +14.8% |
| YTD | -11.9% | -6.8% | -5.2% | -9.9% |
| 1Y | -6.2% | +6.5% | -12.7% | -13.1% |
| 3Y | +125.7% | +35.6% | +90.1% | +70.6% |
| 5Y | +296.0% | +47.6% | +248.4% | +172.4% |
| All | +265.9% | +96.4% | +169.5% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling